(QMOM) Alpha Architect U.S. - Ratings and Ratios
Equity Securities, Momentum
Dividends
| Dividend Yield | 1.36% |
| Yield on Cost 5y | 1.84% |
| Yield CAGR 5y | 112.72% |
| Payout Consistency | 67.2% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 22.3% |
| Value at Risk 5%th | 38.7% |
| Relative Tail Risk | 5.52% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.14 |
| Alpha | -16.20 |
| CAGR/Max DD | 0.52 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.358 |
| Beta | 1.064 |
| Beta Downside | 1.261 |
| Drawdowns 3y | |
|---|---|
| Max DD | 26.46% |
| Mean DD | 6.22% |
| Median DD | 4.98% |
Description: QMOM Alpha Architect U.S. October 26, 2025
The Alpha Architect U.S. Quantitative Momentum ETF (BATS:QMOM) allocates at least 80% of its net assets-plus any investment-purpose borrowings-to U.S. listed equities that satisfy the Sub-Adviser’s quantitative momentum definition. Using a multi-step, rules-based model, the Sub-Adviser screens for roughly 50-200 stocks exhibiting the strongest relative price momentum, concentrating the portfolio in those high-momentum candidates.
Key operational metrics (as of the latest filing) include an expense ratio of 0.35%, an average turnover of about 40% per year, and a median market-cap of roughly $7 billion, placing the fund squarely in the mid-cap growth space. Momentum strategies tend to be sensitive to macro-driven risk appetite; recent U.S. GDP growth of 2.1% YoY and a Federal Reserve policy rate at 5.25% have historically impacted the performance of high-momentum equities, particularly in technology and consumer discretionary sectors, which currently account for over 35% of the fund’s holdings.
For a deeper, data-driven comparison of QMOM’s risk-adjusted returns and factor exposures, you may find the free analytics on ValueRay useful as a next step in your research.
What is the price of QMOM shares?
Over the past week, the price has changed by +0.46%, over one month by +4.10%, over three months by +2.10% and over the past year by -1.46%.
Is QMOM a buy, sell or hold?
What are the forecasts/targets for the QMOM price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 72.1 | 9.1% |
QMOM Fundamental Data Overview December 15, 2025
Beta = 1.28
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 345.6m USD (345.6m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 345.6m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 345.6m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 9.93% (E(345.6m)/V(345.6m) * Re(9.93%) + (debt-free company))
Discount Rate = 9.93% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for QMOM ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle